Anic Equity

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Total return since start: 0.69 %

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Equity now: -----------------------------> 51610.68 Kr

Max Equity ever reached: ------------> 51944.38 Kr

Portfolio value: --------------------------> 48411.62 Kr

PnL: ---------------------------------------> -675.95 Kr

DD now: ---------------------------------> -0.642 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-31 17:26:56.076475'

Anic Portfolio

This Week

Return: 8.592 %

Total

Return: 68.96 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	54	0.640000	3402.000000	222.000000	6.980000	3180.000006
HMS Networks	2	-0.740000	776.200000	103.200000	15.330000	673.000000
Nordea Bank Abp	29	-0.100000	3531.620000	77.620000	2.250000	3453.999992
SAAB B	8	-0.140000	3422.400000	45.400000	1.340000	3377.000000
MedCap	2	0.430000	465.000000	44.000000	10.450000	421.000000
Fasadgruppen Group	38	1.660000	4180.000000	39.000000	0.940000	4140.999992
Swedbank A	3	1.830000	601.800000	37.800000	6.700000	564.000000
Resurs Holding	22	0.360000	611.160000	37.160000	6.470000	573.999998
AcadeMedia	12	-0.890000	589.200000	32.200000	5.780000	557.000004
Samhällsbyggnadsbo. i Norden B	20	-0.990000	379.300000	24.300000	6.850000	355.000000
HEBA B	70	-2.310000	2660.000000	24.000000	0.910000	2636.000010
Norva24 Group	16	1.440000	563.200000	20.200000	3.720000	543.000000
Intrum	4	0.260000	540.800000	13.800000	2.620000	527.000000
OEM International B	7	-1.910000	538.300000	10.300000	1.950000	527.999997
Fastighetsbolag. Emilshus Pref	21	-0.730000	572.250000	10.250000	1.820000	562.000005
Eastnine	4	-0.630000	500.800000	9.800000	2.000000	491.000000
Karnov Group	9	-0.830000	539.100000	3.100000	0.580000	536.000004
Samhällsbyggnadsbo. i Norden D	12	0.390000	247.680000	1.680000	0.680000	246.000000
Coor Service Management Hold.	8	0.450000	533.600000	1.600000	0.300000	532.000000
Creaspac SPAC	6	-0.310000	578.400000	1.400000	0.240000	577.000002
Securitas B	6	-1.410000	570.960000	0.960000	0.170000	570.000000
Handelsbanken A	5	0.140000	544.000000	-2.000000	-0.370000	546.000000
Midsona B	63	-2.750000	578.970000	-4.030000	-0.690000	582.999984
Corem Property Group B	59	-2.540000	566.700000	-10.300000	-1.790000	576.999999
Sampo Oyj SDB	7	-0.090000	3829.000000	-21.000000	-0.550000	3850.000000
Boozt	12	-0.880000	1630.800000	-23.200000	-1.400000	1653.999996
Essity B	2	-0.910000	545.000000	-29.000000	-5.050000	574.000000
International Petroleum Corp.	5	-1.140000	564.000000	-30.570000	-5.140000	594.565215
CTEK	13	-1.280000	499.980000	-34.020000	-6.370000	533.999999
Essity A	4	-1.080000	1096.000000	-53.000000	-4.610000	1149.000000
Vivesto	1368	-3.610000	547.200000	-65.800000	-10.730000	612.999432
Beijer Electronics Group	27	-1.240000	3002.400000	-81.600000	-2.650000	3083.999994
OX2	22	-1.170000	1761.100000	-227.900000	-11.460000	1989.000002
Axfood	15	0.440000	4063.500000	-236.500000	-5.500000	4300.000005
Ovzon	64	-2.220000	3379.200000	-616.800000	-15.440000	3996.000000
TOTAL			48411.620000	-675.950000	-0.64242%	49087.564636

Updated:

'2023-01-31 17:26:25.157101'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.